Offhand, I can't think of any fictional universe that I haven't classed as "a great place to visit, but I wouldn't want to live there."

But that's why I go visiting. I want to see people defeat real obstacles, face real consequences, and feel the pain.

I just don't want to live there. I like my small-to-nonexistent obstacles, with consequences and pain to match.

I don't want to be The Guy On The Airplane Who Stops The Terrorist. I don't want to be The Person Who Saves The World.

I want to be the guy sitting at his computer, doing accounting things. Not a life of quiet desperation, just a life of quiet. If somebody could make the real world into a utopia, I'd consider living there.

But if it requires a world where we still need people who can take on big obstacles, face big consequences, and suffer big pain to produce writers that can write compelling stories, I think I'd rather stay here.

I can think of lots of fictional universes I'd love to live in. Either civilization in Against the Fall of Night is pretty nifty, and I wouldn't mind living there, even during the events of the story. Both could use improvements, sure, but a lot less than our civilization! But that's not exactly a thrill-a-minute book. Less far-futuristically, The Door into Summer seems pretty cool too, and as long as you're not the main character you're just your own person.

More often, I'd restrict it to not during the story. Like, Foundation. Sounds pretty swell, if you live in the thousands of years before it starts, or on Gaia. The Hyperion-verse is just great before Hyperion and more so after Rise of Endymion. The worlds of Schild's Ladder and Incandescence are fine except when you have reasonable concerns that everything is about to end, and in the latter case very few people are put in that situation at any point. Similarly, Glasshouse's world is very nice whenever there isn't a massive galactic war going on and you haven't been kidnapped.